CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 11-Mar-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2022 |
11-Mar-2022 |
Change |
Change % |
Previous Week |
| Open |
1.1154 |
1.1086 |
-0.0069 |
-0.6% |
1.1011 |
| High |
1.1200 |
1.1120 |
-0.0080 |
-0.7% |
1.1200 |
| Low |
1.1078 |
1.0995 |
-0.0083 |
-0.7% |
1.0917 |
| Close |
1.1078 |
1.0998 |
-0.0080 |
-0.7% |
1.0998 |
| Range |
0.0122 |
0.0125 |
0.0003 |
2.5% |
0.0283 |
| ATR |
0.0099 |
0.0101 |
0.0002 |
1.9% |
0.0000 |
| Volume |
2,432 |
1,072 |
-1,360 |
-55.9% |
8,210 |
|
| Daily Pivots for day following 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1413 |
1.1330 |
1.1067 |
|
| R3 |
1.1288 |
1.1205 |
1.1032 |
|
| R2 |
1.1163 |
1.1163 |
1.1021 |
|
| R1 |
1.1080 |
1.1080 |
1.1009 |
1.1059 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1027 |
| S1 |
1.0955 |
1.0955 |
1.0987 |
1.0934 |
| S2 |
1.0913 |
1.0913 |
1.0975 |
|
| S3 |
1.0788 |
1.0830 |
1.0964 |
|
| S4 |
1.0663 |
1.0705 |
1.0929 |
|
|
| Weekly Pivots for week ending 11-Mar-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1726 |
1.1154 |
|
| R3 |
1.1604 |
1.1443 |
1.1076 |
|
| R2 |
1.1321 |
1.1321 |
1.1050 |
|
| R1 |
1.1160 |
1.1160 |
1.1024 |
1.1099 |
| PP |
1.1038 |
1.1038 |
1.1038 |
1.1008 |
| S1 |
1.0877 |
1.0877 |
1.0972 |
1.0816 |
| S2 |
1.0755 |
1.0755 |
1.0946 |
|
| S3 |
1.0472 |
1.0594 |
1.0920 |
|
| S4 |
1.0189 |
1.0311 |
1.0842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1200 |
1.0917 |
0.0283 |
2.6% |
0.0122 |
1.1% |
29% |
False |
False |
1,642 |
| 10 |
1.1320 |
1.0917 |
0.0403 |
3.7% |
0.0118 |
1.1% |
20% |
False |
False |
1,441 |
| 20 |
1.1510 |
1.0917 |
0.0593 |
5.4% |
0.0094 |
0.9% |
14% |
False |
False |
890 |
| 40 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0071 |
0.6% |
12% |
False |
False |
511 |
| 60 |
1.1567 |
1.0917 |
0.0650 |
5.9% |
0.0061 |
0.6% |
12% |
False |
False |
353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1651 |
|
2.618 |
1.1447 |
|
1.618 |
1.1322 |
|
1.000 |
1.1245 |
|
0.618 |
1.1197 |
|
HIGH |
1.1120 |
|
0.618 |
1.1072 |
|
0.500 |
1.1058 |
|
0.382 |
1.1043 |
|
LOW |
1.0995 |
|
0.618 |
1.0918 |
|
1.000 |
1.0870 |
|
1.618 |
1.0793 |
|
2.618 |
1.0668 |
|
4.250 |
1.0464 |
|
|
| Fisher Pivots for day following 11-Mar-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.1058 |
1.1098 |
| PP |
1.1038 |
1.1064 |
| S1 |
1.1018 |
1.1031 |
|